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Statistics, experimentation, causal reasoning · insight-1015

Write down exclusions, covariates and the stopping rule before unblinding, because each free choice is a hidden test

Evidence type
empirical finding
Difficulty
easy
Roles
Data scientist, Data analyst
Industries
cross-industry

Summary: situation, action, reason, boundary

  1. Situation

    After a flat result, an analyst tries excluding bot-like sessions, adding a covariate, trimming the top 1%, and switching to log revenue, and reports the variant with p = 0.03.

  2. Action

    Freeze a one-page analysis plan before opening the outcome data: primary metric, population, exclusions, transformations, covariates and stopping rule. Label anything else as exploratory with the count of variants tried, and archive the first run.

  3. Reason

    Flexibility in choosing outcomes, sample size, covariates and reported conditions inflates the false-positive rate well above the nominal level, even without bad intent.

  4. Boundary

    Any analysis where the data are seen before the pipeline is fixed.

Symptom or risk

Every flexible choice is another chance to cross 0.05, and the reported p-value does not reflect the paths that were tried.

Exceptions

Pure exploration, provided it is not presented as confirmation.

Trade-offs

Less room to react to a surprising data problem; handle by documented, blind data-quality rules.

Pitfalls

A plan so vague that every choice still fits it.

Lessons and concepts

Claims and their sources